+60.2%
PSA vs TXG
+21.5%
+38.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.5% |
| 7D | -0.4% | +9.4% | -9.8% | -1.2% |
| 30D | -8.2% | +26.1% | -34.2% | -10.2% |
| 3M | -2.1% | +124.8% | -127.0% | -9.8% |
| 6M | -0.2% | +215.2% | -215.4% | -11.3% |
| YTD | +18.5% | +302.2% | -283.7% | +2.6% |
| 1Y | +6.6% | +370.9% | -364.3% | -9.8% |
| 3Y | +24.5% | +38.5% | -14.1% | +14.2% |
| 5Y | +13.6% | -64.4% | +78.0% | +9.8% |
| All | +60.2% | +21.5% | +38.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling